Hdfc Index Fund - S&P Bse Sensex Plan Overview
Category Index Fund
BMSMONEY Rank 26
BMSMONEY Rating
Gro. Opt. As On: 26-07-2024
NAV ₹747.06(R) +1.61% ₹763.99(D) +1.61%
Returns 1Y 3Y 5Y 7Y 10Y
LumpSum (R) 23.97% 16.59% 17.4% 14.84% 12.98%
LumpSum (D) 24.15% 16.8% 17.64% 15.05% 13.18%
SIP (R) 32.66% 20.0% 18.93% 16.98% 15.42%
SIP (D) 32.84% 20.19% 19.14% 17.2% 15.62%
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
0.65 0.36 0.8 -0.5% 0.08
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
12.76% -12.71% -10.13% 1.0 8.41%
Top Index Fund
Fund Name Rank Rating
Aditya Birla Sun Life Nifty Midcap 150 Index Fund 1
UTI Nifty200 Momentum 30 Index Fund 2
Motilal Oswal Nifty Smallcap 250 Index Fund 3
DSP Nifty 50 Equal Weight Index Fund 4
Nippon India Nifty Smallcap 250 Index Fund 5
Motilal Oswal Nifty Midcap 150 Index Fund 6
Nippon India Nifty Midcap 150 Index Fund 7
DSP Nifty Next 50 Index Fund 8
Kotak Nifty Next 50 Index Fund 9

NAV Date: 26-07-2024

Scheme Name NAV Rupee Change Percent Change
HDFC Index Fund-S&P BSE Sensex Plan - Growth Plan 747.06
11.8300
1.6100%
HDFC Index Fund-S&P BSE Sensex Plan - Direct Plan 763.99
12.1000
1.6100%

Review Date: 26-07-2024

HDFC Index Fund - S&P Bse Sensex Plan has shown poor performance in the Index Funds category. The fund has rank of 26 out of 41 funds in the category. The fund has delivered return of 23.97% in 1 year, 16.59% in 3 years, 17.4% in 5 years and 12.98% in 10 years. The category average for the same periods is 32.51%, 18.35%, 18.55% and 12.9% respectively, which shows average return performance of fund in the category. The fund has exhibited standard deviation of 12.76, VaR of -12.71, Average Drawdown of -4.93, Semi Deviation of 8.41 and Max Drawdown of -10.13. The category average for the same parameters is 14.57, -16.81, -6.01, 10.12 and -12.87 respectively. The fund has very low risk in the category.

Key Points:

  1. An investment of ₹10,000 in HDFC Index Fund - S&P Bse Sensex Plan direct growth option would have grown to ₹12415.0 in 1 year, ₹15934.0 in 3 years and ₹22527.0 in 5 years as of today (26-07-2024).
  2. An SIP of ₹1,000 per month in HDFC Index Fund - S&P Bse Sensex Plan direct growth option would have grown to ₹14034.0 in 1 year, ₹48401.0 in 3 years and ₹96660.0 in 5 years as of today (26-07-2024).
  3. standard deviation of 12.76 and based on VaR one can expect to lose more than -12.71% of current value of fund in one year.
  4. Sharpe ratio of the fund is 0.65 which shows average performance of fund in the index funds category.
  5. The fund has R-square of 1.0, Beta of 1.0 and Jensen's Alpha of -0.5% which exhibit very good performance in the index funds category .


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KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
1M Return % 3.45
3.11
-2.97 | 15.72 43 | 88 Good
3M Return % 9.53
9.40
1.79 | 22.95 61 | 88 Average
6M Return % 13.74
15.87
3.69 | 33.48 58 | 89 Average
1Y Return % 23.97
32.51
7.04 | 66.45 61 | 89 Average
3Y Return % 16.59
18.35
5.28 | 27.24 33 | 44 Average
5Y Return % 17.40
18.55
16.81 | 22.87 16 | 21 Average
7Y Return % 14.84
14.39
13.77 | 14.84 1 | 16 Very Good
10Y Return % 12.98
12.90
11.98 | 16.35 5 | 16 Good
15Y Return % 12.43
12.15
11.73 | 12.55 4 | 11 Good
1Y SIP Return % 32.66
38.01
-19.24 | 78.34 60 | 89 Average
3Y SIP Return % 20.00
25.03
6.25 | 38.62 35 | 44 Poor
5Y SIP Return % 18.93
20.93
18.19 | 28.03 18 | 21 Average
7Y SIP Return % 16.98
17.32
16.31 | 21.55 9 | 16 Average
10Y SIP Return % 15.42
15.39
14.63 | 18.23 5 | 16 Good
15Y SIP Return % 13.81
13.48
12.90 | 13.97 3 | 11 Very Good
Standard Deviation 12.76
14.57
12.54 | 21.05 6 | 31 Very Good
Semi Deviation 8.41
10.12
8.35 | 15.48 4 | 31 Very Good
Max Drawdown % -10.13
-12.87
-28.02 | -9.87 4 | 31 Very Good
VaR 1 Y % -12.71
-16.81
-31.22 | -12.63 3 | 31 Very Good
Average Drawdown % -4.93
-6.01
-9.44 | -4.50 4 | 31 Very Good
Sharpe Ratio 0.65
0.78
0.42 | 1.25 23 | 31 Average
Sterling Ratio 0.80
0.86
0.56 | 1.18 22 | 31 Average
Sortino Ratio 0.36
0.42
0.23 | 0.68 18 | 31 Average
Jensen Alpha % -0.50
-0.92
-2.45 | 0.64 5 | 31 Very Good
Treynor Ratio 0.08
0.12
0.07 | 0.20 25 | 31 Poor
Modigliani Square Measure % 16.09
19.71
14.64 | 28.40 25 | 31 Poor
Alpha % -0.51
-1.15
-3.44 | -0.42 3 | 31 Very Good
Return data last Updated On : July 26, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : April 30, 2024
KPIs: Key Performance Indicators

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KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
1M Return % 3.46 3.15 -2.91 | 15.77 41 | 88
3M Return % 9.57 9.52 1.82 | 23.10 61 | 88
6M Return % 13.79 16.10 3.76 | 33.70 58 | 89
1Y Return % 24.15 33.07 7.19 | 67.58 61 | 89
3Y Return % 16.80 18.89 5.52 | 28.07 34 | 44
5Y Return % 17.64 18.99 17.49 | 23.44 19 | 21
7Y Return % 15.05 14.83 14.46 | 15.29 3 | 16
10Y Return % 13.18 13.34 12.61 | 16.83 7 | 15
1Y SIP Return % 32.84 38.59 -18.82 | 78.87 59 | 89
3Y SIP Return % 20.19 25.56 6.46 | 39.25 36 | 44
5Y SIP Return % 19.14 21.36 18.90 | 28.42 18 | 21
7Y SIP Return % 17.20 17.75 17.00 | 21.99 14 | 16
10Y SIP Return % 15.62 15.82 15.27 | 18.67 8 | 15
Standard Deviation 12.76 14.57 12.54 | 21.05 6 | 31
Semi Deviation 8.41 10.12 8.35 | 15.48 4 | 31
Max Drawdown % -10.13 -12.87 -28.02 | -9.87 4 | 31
VaR 1 Y % -12.71 -16.81 -31.22 | -12.63 3 | 31
Average Drawdown % -4.93 -6.01 -9.44 | -4.50 4 | 31
Sharpe Ratio 0.65 0.78 0.42 | 1.25 23 | 31
Sterling Ratio 0.80 0.86 0.56 | 1.18 22 | 31
Sortino Ratio 0.36 0.42 0.23 | 0.68 18 | 31
Jensen Alpha % -0.50 -0.92 -2.45 | 0.64 5 | 31
Treynor Ratio 0.08 0.12 0.07 | 0.20 25 | 31
Modigliani Square Measure % 16.09 19.71 14.64 | 28.40 25 | 31
Alpha % -0.51 -1.15 -3.44 | -0.42 3 | 31
Return data last Updated On : July 26, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : April 30, 2024
KPIs: Key Performance Indicators

Investment Period Regular Direct
Return % Current Value of ₹ 10000 Return % Current Value of ₹ 10000
1D 1.61 ₹ 10,161.00 1.61 ₹ 10,161.00
1W 1.04 ₹ 10,104.00 1.04 ₹ 10,104.00
1M 3.45 ₹ 10,345.00 3.46 ₹ 10,346.00
3M 9.53 ₹ 10,953.00 9.57 ₹ 10,957.00
6M 13.74 ₹ 11,374.00 13.79 ₹ 11,379.00
1Y 23.97 ₹ 12,397.00 24.15 ₹ 12,415.00
3Y 16.59 ₹ 15,847.00 16.80 ₹ 15,934.00
5Y 17.40 ₹ 22,303.00 17.64 ₹ 22,527.00
7Y 14.84 ₹ 26,341.00 15.05 ₹ 26,683.00
10Y 12.98 ₹ 33,893.00 13.18 ₹ 34,484.00
15Y 12.43 ₹ 57,947.00 ₹

Disclaimer: Past performance may or may not be sustained in future and should not be used as a basis for comparison with other investments. Returns for periods above 1 year are annualised.

Investment Period Invested Amount Regular Direct
XIRR % Current Value of Invested Amount XIRR % Current Value of Invested Amount
1Y ₹ 12000 32.66 ₹ 14,024.04 32.84 ₹ 14,034.41
3Y ₹ 36000 20.00 ₹ 48,267.97 20.19 ₹ 48,401.46
5Y ₹ 60000 18.93 ₹ 96,153.42 19.14 ₹ 96,660.00
7Y ₹ 84000 16.98 ₹ 153,874.73 17.20 ₹ 155,063.16
10Y ₹ 120000 15.42 ₹ 269,115.72 15.62 ₹ 272,072.88
15Y ₹ 180000 13.81 ₹ 556,525.62 ₹


Date NAV Regular Growth NAV Direct Growth
26-07-2024 747.0564 763.9892
25-07-2024 735.2239 751.8852
24-07-2024 736.2308 752.9117
23-07-2024 738.8022 755.538
22-07-2024 739.3763 756.1218
19-07-2024 740.3372 757.0945
18-07-2024 746.8574 763.7588
16-07-2024 741.1326 757.8979
15-07-2024 740.6346 757.3853
12-07-2024 739.327 756.0382
11-07-2024 733.5773 750.1553
10-07-2024 733.8358 750.4163
09-07-2024 737.7501 754.4157
08-07-2024 734.1225 750.7029
05-07-2024 734.4749 751.0533
04-07-2024 734.8186 751.4015
03-07-2024 734.2504 750.8173
02-07-2024 729.2692 745.7204
01-07-2024 729.595 746.0499
28-06-2024 725.5624 741.9166
27-06-2024 727.4062 743.7986
26-06-2024 722.1757 738.447

Fund Launch Date: 03/Jul/2002
Fund Category: Index Fund
Investment Objective: The investment objective of the Scheme is to generate returnsthat are commensurate with the performance of the S&P BSESENSEX Index, subject to tracking errors. There is no assurance that the investment objective of the Scheme will be realized
Fund Description: An open ended scheme replicating / tracking S&P BSE SENSEX index
Fund Benchmark: S&P BSE Sensex (Total Returns Index)
Source: Fund FactSheet

Disclaimer: NO INVESTMENT ADVICE. The Content is for informational purposes only.